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Transformations and invariance in the sensitivity analysis of computer experiments

Citations

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Cited by:

  1. Marchioni, Andrea & Magni, Carlo Alberto, 2018. "Investment decisions and sensitivity analysis: NPV-consistency of rates of return," European Journal of Operational Research, Elsevier, vol. 268(1), pages 361-372.
  2. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
  3. Cheng, Lei & Lu, Zhenzhou & Zhang, Leigang, 2015. "Application of Rejection Sampling based methodology to variance based parametric sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 9-18.
  4. Lamboni, Matieyendou, 2019. "Multivariate sensitivity analysis: Minimum variance unbiased estimators of the first-order and total-effect covariance matrices," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 67-92.
  5. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018. "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers 1895, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  6. Matieyendou Lamboni, 2018. "Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance," Statistical Papers, Springer, vol. 59(1), pages 361-386, March.
  7. Emanuele Borgonovo & Marco Pangallo & Jan Rivkin & Leonardo Rizzo & Nicolaj Siggelkow, 2022. "Sensitivity analysis of agent-based models: a new protocol," Computational and Mathematical Organization Theory, Springer, vol. 28(1), pages 52-94, March.
  8. Deman, G. & Konakli, K. & Sudret, B. & Kerrou, J. & Perrochet, P. & Benabderrahmane, H., 2016. "Using sparse polynomial chaos expansions for the global sensitivity analysis of groundwater lifetime expectancy in a multi-layered hydrogeological model," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 156-169.
  9. Rabitti, Giovanni & Borgonovo, Emanuele, 2020. "Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 48-58.
  10. Plischke, Elmar & Borgonovo, Emanuele, 2019. "Copula theory and probabilistic sensitivity analysis: Is there a connection?," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1046-1059.
  11. Elmar Plischke & Emanuele Borgonovo, 2020. "Fighting the Curse of Sparsity: Probabilistic Sensitivity Measures From Cumulative Distribution Functions," Risk Analysis, John Wiley & Sons, vol. 40(12), pages 2639-2660, December.
  12. Lamboni, Matieyendou, 2021. "Derivative-based integral equalities and inequality: A proxy-measure for sensitivity analysis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 179(C), pages 137-161.
  13. Emanuele Borgonovo & Gordon B. Hazen & Elmar Plischke, 2016. "A Common Rationale for Global Sensitivity Measures and Their Estimation," Risk Analysis, John Wiley & Sons, vol. 36(10), pages 1871-1895, October.
  14. Li, Luyi & Lu, Zhenzhou & Wu, Danqing, 2016. "A new kind of sensitivity index for multivariate output," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 123-131.
  15. Emanuele Borgonovo & Alessio Figalli & Elmar Plischke & Giuseppe Savaré, 2025. "Global Sensitivity Analysis via Optimal Transport," Management Science, INFORMS, vol. 71(5), pages 3809-3828, May.
  16. Konakli, Katerina & Sudret, Bruno, 2016. "Global sensitivity analysis using low-rank tensor approximations," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 64-83.
  17. Borgonovo, Emanuele & Caselli, Stefano & Cillo, Alessandra & Masciandaro, Donato & Rabitti, Giovanni, 2021. "Money, privacy, anonymity: What do experiments tell us?," Journal of Financial Stability, Elsevier, vol. 56(C).
  18. Andrea Marchiioni & Carlo Alberto Magni, 2016. "Sensitivity analysis and investment decisions: NPV-consistency of rates of return," Department of Economics 0089, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  19. Borgonovo, Emanuele & Ghidini, Valentina & Hahn, Roman & Plischke, Elmar, 2023. "Explaining classifiers with measures of statistical association," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
  20. Xing Liu & Enrico Zio & Emanuele Borgonovo & Elmar Plischke, 2024. "A Systematic Approach of Global Sensitivity Analysis and Its Application to a Model for the Quantification of Resilience of Interconnected Critical Infrastructures," Energies, MDPI, vol. 17(8), pages 1-24, April.
  21. Ehre, Max & Papaioannou, Iason & Straub, Daniel, 2020. "Global sensitivity analysis in high dimensions with PLS-PCE," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
  22. Di Maio, Francesco & Nicola, Giancarlo & Borgonovo, Emanuele & Zio, Enrico, 2016. "Invariant methods for an ensemble-based sensitivity analysis of a passive containment cooling system of an AP1000 nuclear power plant," Reliability Engineering and System Safety, Elsevier, vol. 151(C), pages 12-19.
  23. Matieyendou Lamboni, 2020. "Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices," Statistical Papers, Springer, vol. 61(5), pages 1939-1970, October.
  24. Lamboni, Matieyendou, 2020. "Derivative-based generalized sensitivity indices and Sobol’ indices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 236-256.
  25. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
  26. Liu, Fuchao & Wei, Pengfei & Tang, Chenghu & Wang, Pan & Yue, Zhufeng, 2019. "Global sensitivity analysis for multivariate outputs based on multiple response Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 287-298.
  27. Ardakani, Omid M. & Bordley, Robert F. & Soofi, Ehsan S., 2025. "Expected information of noisy attribute forecasts for probabilistic forecasts," European Journal of Operational Research, Elsevier, vol. 323(3), pages 1013-1023.
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